The option of being able to create a setup file with our publication is excellent. But I realize that once the installation is done, we don't have an uninstall option available or a log that could keep the parameters set by default or by the user personal selection.

Expanding the setup utility is something that's often requested, but I'm not sure it's something that we'll do or not. The problem is that Windows installations have become very complex. Rather than re-invent the wheel and try to cover everything that someone might want in an installer, it might be better to use a dedicated installation package. A very good free one is Inno Setup - http://www.jrsoftware.org/isinfo.php

For the other option, it would be a good idea to have a [RegistryExists] command. It could verify and return a true or false into a variable instead or getting an error message popup when we use RegistryRead.

That's a good idea. I'll make sure it's added to the list of things to consider for future updates.